+82.8%
JEPQ vs TOST
+87.4%
-4.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | -0.3% | -3.6% | +3.3% | +0.2% |
| 30D | -6.6% | +8.9% | -15.4% | -7.8% |
| 3M | -2.6% | -2.2% | -0.3% | -2.5% |
| 6M | +0.5% | +41.0% | -40.5% | -5.2% |
| YTD | +7.1% | -4.0% | +11.1% | +6.4% |
| 1Y | +8.1% | -9.6% | +17.7% | +8.3% |
| 3Y | +61.2% | +141.7% | -80.5% | +35.4% |
| All | +82.8% | +87.4% | -4.5% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling